I would like to off a list of things to do when shopping for speakers. Please feel free to comment or add to the list. Some of these ideas have been on other sites written by my brother whose idea for the post I am stealing. The concepts were arrived at jointly.
1. Identify your price range and STICK to it.
2. Select about 5 albums you know well to audition with. I suggest that you pick a variety of styles not just big loud stuff. Human voice (especially female) and solo piano are two things we usually know exactly how they should sound. Do include bass heavy and rhythmic music if you listen to that.Listen at both loud and quiet volumes.
3. Start with the quiter stuff and work your way up to the louder stuff or alternate quiet and loud to give your ears a rest.
4. Bring a friend. Having someone else to listen with is fun. More importantly, you will discuss what you thought afterwards which will force you to articulate your impression making it more lasting. Take notes if you wish.
5. Listen in a quiet well made room. The big chains (Best Buy etc.) are not usually the best place to do this even if you eventually buy the speakers there. Weekdays if you can are better than weekends for listening. The store is less crowded and the salespeople less busy. If you can listen at home so much the better. Do not be put off by pretentious sales people. If they see you are serious and have any sense they will want to make a sale.
6. Make sure the speakers are reasonably well positioned. Move around the room to evaluate off axis response. How big is the "sweet spot"? Remember that this is three dimensional up and down and front to back as well as side to side. Do the midrange and tweeters give wide dispersion? Pink noise or interstaiton tuner noise may be helpful in assessing dispersion.
7. Play them on your receiver if you are not getting a new one or one at least in your price range if you are upgrading.
8. Take your time. Speakers that sound good after 5 min. may be fatiguing after 30. If you listen to enough speakers eventually you will know your taste and which one is right. After three or four long listening sessions I knew I had the right one in 30 seconds when I heard it.
9. There are enough speakers around that there is one for everyone's taste. Buy what you like.